+256.5%
PAAS vs USHY
+49.7%
+206.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.4% |
| 7D | -3.7% | -0.7% | -3.0% | -2.5% |
| 30D | -1.9% | -0.5% | -1.3% | -0.9% |
| 3M | +15.1% | +0.5% | +14.6% | +14.3% |
| 6M | -17.1% | +1.5% | -18.6% | -18.5% |
| YTD | -1.3% | +1.7% | -3.1% | -3.3% |
| 1Y | +41.1% | +3.5% | +37.5% | +34.4% |
| 3Y | +244.2% | +27.2% | +217.1% | +140.0% |
| 5Y | +120.8% | +21.0% | +99.8% | +65.8% |
| All | +256.5% | +49.7% | +206.9% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling